+199.9%
TER vs CLS
+47.9%
+152.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.6% | +4.6% | -4.0% | -2.2% |
| 30D | -8.3% | -13.9% | +5.6% | -2.0% |
| 3M | -12.2% | -26.6% | +14.4% | +1.3% |
| 6M | +17.1% | +15.4% | +1.7% | +8.0% |
| YTD | +84.7% | +5.7% | +79.0% | +73.9% |
| 1Y | +199.9% | +41.1% | +158.8% | +160.5% |
| All | +199.9% | +47.9% | +152.0% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling